Númenor itself on the edge of the rift topples and vanishes for ever with all its glory in the abyss. Thereafter there is no visible dwelling of the divine or immortal on earth. Valinor (or Paradise) and even Eressëa are removed, remaining only in the memory of the earth. Men may sail now West, if they will, as far as they may, and come no nearer to Valinor or the Blessed Realm, but return only into the east and so back again; for the world is round, and finite, and a circle inescapable — save by death. Only the 'immortals', the lingering Elves, may still if they will, wearying of the circle of the world, take ship and find the 'straight way', and come to the ancient or True West, and be at peace.

Thus in after days, what by the voyages of ships, what by lore and star-craft, the kings of Men knew that the world was indeed made round, and yet the Eldar were permitted still to depart and to come to the Ancient West and to Avallónë, if they would. Therefore the loremasters of Men said that a Straight Road must still be, for those that were permitted to find it. And they taught that, while the new world fell away, the old road and the path of the memory of the West still went on, as it were a mighty bridge invisible that passed through the air of breath and of flight (which were bent now as the world was bent), and traversed Ilmen which flesh unaided cannot endure, until it came to Tol Eressëa, the Lonely Isle, and maybe even beyond, to Valinor, where the Valar still dwell and watch the unfolding of the story of the world. And tales and rumours arose along the shores of the sea concerning mariners and men forlorn upon the water who, by some fate or grace or favour of the Valar, had entered in upon the Straight Way and seen the face of the world sink below them, and so had come to the lamplit quays of Avallónë, or verily to the last beaches on the margin of Aman, and there had looked upon the White Mountain, dreadful and beautiful, before they died.

The Silmarillion, Akallabêth

The 'immortals' who were permitted to leave Middle-earth and seek Aman... set sail in ships specially made and hallowed for this voyage, and steered due West towards the ancient site of these lands. They only set out after sundown; but if any keen-eyed observer from that shore had watched one of these ships he might have seen that it never became hull-down but dwindled only by distance until it vanished in the twilight; it followed the straight road to the true West and not the bent road of the earth's surface. As it vanished it left the physical world. There was no return. The Elves who took this road and those few 'mortals' who by special grace went with them, had abandoned the 'History of the world' and could play no further part in it.

The only Stone left in the North was the one in the Tower on Emyn Beraid that looks toward the Gulf of Lune.... But we are told it was unlike the others and not in accord with them; it looked only to the Sea. Elendil set it there so that he could look back with 'straight sight' and see Eressëa in the vanished West; but the bent seas below covered Númenor for ever.

The Return of the King, LoTR Appendix A, Annals of the Kings and Rulers: Eriador, Arnor, and the Heirs of Isildur